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ABIDES v1.1: PADS 2020, ICAIF 2020

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@davebyrd davebyrd released this 15 Mar 18:36
· 27 commits to master since this release
921d6d3

This v1.1 release of ABIDES is the version utilized in papers submitted to PADS 2020, ICAIF 2020, and other conferences with Spring 2020 deadlines. It adds example scripts and configurations for running multiple ABIDES simulations in parallel, improvements to our execution agents, utilities to support more types of experiments and plots, improvements to the market making agents, and a new cubic network jitter model for message latency.